The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two dimensional Gauss-Markov diusion process. We investigate the boundary shape corresponding to Inverse Gaussian or Gamma first passage time distributions for dierent choices of the parameters, including heavy and light tails instances. Applications in neuroscience framework are illustrated.

The Inverse First Passage time method for a two dimensional Ornstein Uhlenbeck process with neuronal application

Zucca C.
2019

Abstract

The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two dimensional Gauss-Markov diusion process. We investigate the boundary shape corresponding to Inverse Gaussian or Gamma first passage time distributions for dierent choices of the parameters, including heavy and light tails instances. Applications in neuroscience framework are illustrated.
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https://www.aimspress.com/fileOther/PDF/MBE/mbe-16-06-412.pdf
Gamma; Inverse First-passage-time problem; Inverse Gaussian; Two-compartment leaky integrate and fire model; Two-dimensional Ornstein Uhlenbeck process
Civallero A.; Zucca C.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2318/1718095
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